Guoyuan Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.69% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1183 | 18.38 | |
| 0.0903 | 19.86 | |
| 0.9045 | 362.08 | |
| -0.0168 | -2.53 |
Estimation Period:
Jun 16, 1997 to Feb 6, 2026
Jun 16, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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